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Journal of Econometrics
Working Paper Series / Charles A. Dice Center for Research in Financial Economics, Fisher College of Business
231
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Dynamic equilibrium and volatility in financial asset markets
Ait-Sahalia, Yacine
- In:
Journal of Econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10005122530
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Nonparametric risk management and implied risk aversion
Ait-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of Econometrics
94
(
2000
)
1-2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10005122615
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Nonparametric option pricing under shape restrictions
Ait-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of Econometrics
116
(
2003
)
1-2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10005285370
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4
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Ait-Sahalia, Yacine
;
Bickel, Peter J.
;
Stoker, Thomas M.
- In:
Journal of Econometrics
105
(
2001
)
2
,
pp. 363-412
Persistent link: https://www.econbiz.de/10005192333
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5
Do option markets correctly price the probabilities of movement of the underlying asset?
Ait-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of Econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10005192795
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